+166.4%
MTZ vs JAAA
+26.4%
+140.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.6% | +0.1% | +3.5% | +3.3% |
| 30D | -9.6% | +0.5% | -10.1% | -10.8% |
| 3M | -31.9% | +1.2% | -33.1% | -34.3% |
| 6M | -13.8% | +2.8% | -16.7% | -20.7% |
| YTD | +13.3% | +3.2% | +10.1% | +3.2% |
| 1Y | +39.3% | +4.8% | +34.4% | +21.2% |
| 3Y | +168.3% | +19.0% | +149.4% | +88.3% |
| 5Y | +166.4% | +26.8% | +139.6% | +65.9% |
| All | +166.4% | +26.4% | +140.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling